+20.1%
VZ vs FRSH
-72.1%
+92.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | +0.9% | -8.9% | +9.8% | +1.0% |
| 30D | +8.9% | -13.2% | +22.1% | +9.0% |
| 3M | +0.1% | +0.9% | -0.8% | +0.1% |
| 6M | +1.9% | +40.3% | -38.4% | +1.8% |
| YTD | +22.0% | -1.4% | +23.4% | +22.2% |
| 1Y | +22.1% | +3.8% | +18.3% | +22.2% |
| 3Y | +58.7% | -30.8% | +89.4% | +59.2% |
| 5Y | +22.3% | -68.5% | +90.9% | +21.1% |
| All | +20.1% | -72.1% | +92.2% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling